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An expansion formula for Hawkes processes and application to cyber-insurance derivatives

Caroline Hillairet, Anthony Réveillac, Mathieu Rosenbaum

2023Stochastic Processes and their Applications15 citationsDOIOpen Access PDF

Topics & Concepts

ReinsurancePoisson distributionPoisson processPoint processClass (philosophy)MathematicsPoint (geometry)Poisson point processRisk modelMathematical economicsEconometricsApplied mathematicsActuarial scienceComputer scienceEconomicsStatisticsArtificial intelligenceGeometryPoint processes and geometric inequalities
An expansion formula for Hawkes processes and application to cyber-insurance derivatives | Litcius